FEEDBACK CONTROL OF DISCRETE-TIME STOCHASTIC SYSTEMS

KROKAVEC, D.; FILASOVÁ, A.

Abstract

The paper proposes a modified approach of stationary output feedback control design for discrete-time uncertain stochastic systems. The design criterion is to minimize the expected value of the standard performance index with respect to the uncertain parameters. The problem is transformed to a LMI solvable task using a specific form of a Lyapunov function, which leads to a sufficient solution of defined task. An example is given which demonstrate the solution.

Coresponding author e-mail: Dusan[dot]Krokavec[at]tuke[dot]sk

Session: Linear and Non-linear Control System Design